@Balthasar:
Here is the steam as it is now... let me know what you think. I can shorten how far the steam goes out, or make any type of change to it. Too white? Want it more grey? Let me know.
White may work better if it is used with the 2nd row of transparency colors in the palette...
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Also, I am going to take the pointed ears off the guy so he doesn't look like a gremlin

His skin came out too white, so I need to tan him a little more.
The blue cone (right attack arm) will also be made to change during frames... so it brightens during attack and dims when idle.
EDIT: The steam can also be made to puff out, can be made to have less steam, etc. The steam will be made to stop during the fortify animation (when the unit is powering down, the steam will stop pumping out).
Now if you are considering changing it from SteamPunk to
PollutionPunk, I could make one like this:

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